+164.5%
XLB vs A
+236.6%
-72.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.4% |
| 7D | -2.9% | -4.4% | +1.4% | -1.1% |
| 30D | -3.4% | -2.7% | -0.7% | -2.4% |
| 3M | +1.6% | +7.0% | -5.4% | -1.8% |
| 6M | +3.6% | +24.6% | -21.0% | -7.3% |
| YTD | +14.2% | +7.0% | +7.2% | +9.1% |
| 1Y | +15.6% | +15.6% | 0.0% | +5.9% |
| 3Y | +33.1% | +29.9% | +3.2% | +11.2% |
| 5Y | +35.0% | -15.4% | +50.4% | +36.8% |
| 10Y | +164.5% | +248.9% | -84.3% | +35.0% |
| All | +164.5% | +236.6% | -72.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling